Related papers: A parallel splitting method for weakly coupled mon…
Sampling from high-dimensional probability distributions is fundamental in machine learning and statistics. As datasets grow larger, computational efficiency becomes increasingly important, particularly in reducing adaptive complexity,…
This paper provides a new way of developing the splitting method which is used to solve the problem of finding the resolvent of the sum of maximal monotone operators in Hilbert spaces. By employing accelerated techniques developed by Davis…
We propose a general alternating minimization algorithm for nonconvex optimization problems with separable structure and nonconvex coupling between blocks of variables. To fix our ideas, we apply the methodology to the problem of blind…
We describe, study, and experiment with an algorithm for finding all solutions of systems of polynomial equations using homotopy continuation and monodromy. This algorithm follows a framework developed in previous work and can operate in…
This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…
Alternating minimization methods have recently been proposed as alternatives to the gradient descent for deep neural network optimization. Alternating minimization methods can typically decompose a deep neural network into layerwise…
This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…
Parallel tempering (PT) methods are a popular class of Markov chain Monte Carlo schemes used to sample complex high-dimensional probability distributions. They rely on a collection of $N$ interacting auxiliary chains targeting tempered…
Parametric linear programming is central in polyhedral computations and in certain control applications.We propose a task-based scheme for parallelizing it, with quasi-linear speedup over large problems.
Splitting methods are widely used for solving initial value problems (IVPs) due to their ability to simplify complicated evolutions into more manageable subproblems which can be solved efficiently and accurately. Traditionally, these…
We present new algorithms for the parallelization of Eulerian-Lagrangian interaction operations in the immersed boundary method. Our algorithms rely on two well-studied parallel primitives: key-value sort and segmented reduce. The use of…
We propose a decomposition framework for the parallel optimization of the sum of a differentiable function and a (block) separable nonsmooth, convex one. The latter term is typically used to enforce structure in the solution as, for…
The ability to express a program as a hierarchical composition of parts is an essential tool in managing the complexity of software and a key abstraction this provides is to separate the representation of data from the computation. Many…
Nonparametric mixture models based on the Dirichlet process are an elegant alternative to finite models when the number of underlying components is unknown, but inference in such models can be slow. Existing attempts to parallelize…
We propose a numerical method for solving the multi-marginal Monge problem, which extends the classical Monge formulation to settings involving multiple target distributions. Our approach is based on the Hilbert space embedding of…
In this paper, we propose an efficient parallelization strategy for boundary element method (BEM) solvers that perform the electromagnetic analysis of structures with lossy conductors. The proposed solver is accelerated with the adaptive…
Proper splittings of operators are commonly used to study the convergence of iterative processes. In order to approximate solutions of operator equations, in this article we deal with proper splittings of closed range bounded linear…
For many users of Satisfiability Modulo Theories (SMT) solvers, the solver's performance is the main bottleneck in their application. One promising approach for improving performance is to leverage the increasing availability of parallel…
We consider the disjoint bilinear programming problem in which one of the disjoint subsets has the structure of an acute-angled polytope. An optimality criterion for such a problem is formulated and proved, and based on this, a polynomial…
The paper starts with a concise description of the recently developed semismooth* Newton method for the solution of general inclusions. This method is then applied to a class of variational inequalities of the second kind. As a result, one…